A european call and put option on a stock both have a, Financial Management

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A european call and put option on a stock both have a

A European call and put option on a stock both have a strike price of $20 and an expiration date in 3 months. Both sell for $3. The risk free interest rate is 10% per annum, the current stock price is $19, and a $1.00 dividend is expected in 1 month. Identify the arbitrage opportunity open to the trader.

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